"Or do they have deities that can protect them from Us?" meaning: they have taken deities that cannot protect them from Us.
Al-Hasan said: meaning: they cannot protect them from Allah if He wills to punish them. He used to say: only the devils who invited them to the worship of idols will be punished, and the idols themselves will not be punished. "They cannot even help themselves," He says: those idols are unable to help themselves if He wills to punish them. "Nor can they be protected from Us," Al-Kalbi said: He says: and those who worshipped them will not be protected from Us.